+667.7%
GOOGL vs SFM
+140.8%
+527.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.3% | +1.7% |
| 7D | +1.6% | -7.1% | +8.6% | +2.4% |
| 30D | -16.8% | -21.4% | +4.6% | -14.7% |
| 3M | -14.6% | -40.1% | +25.5% | -10.2% |
| 6M | -24.4% | -38.0% | +13.6% | -21.0% |
| YTD | -6.1% | -36.5% | +30.5% | -2.4% |
| 1Y | +1.0% | -35.2% | +36.2% | +4.6% |
| 3Y | +123.4% | +23.5% | +100.0% | +111.4% |
| 5Y | +103.2% | +109.7% | -6.5% | +79.1% |
| 10Y | +667.7% | +132.6% | +535.1% | +543.1% |
| All | +667.7% | +140.8% | +527.0% | +543.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling